3111统计中等derivationmedium
Does This GARCH Have a Finite Long-Run Variance?
题目
For a GARCH(1,1) model with , , and , decide whether the model has a finite unconditional variance. If it does, compute it.
解题计时
0:00
提交作答时记录,用于后续平均用时统计。
你的答案
题目
For a GARCH(1,1) model with , , and , decide whether the model has a finite unconditional variance. If it does, compute it.
解题计时
0:00
提交作答时记录,用于后续平均用时统计。
你的答案